I am using xtivreg for fixed effects regression. I want to compare coefficients for identical models, using two different subsets for the data. I'd like to use. ... However, the issue I have with this is that I'm trying to use suest to test if between two identical models, (but run on different subsets of data),. The partial effect of x1 on y can be obtained by taking the partial derivative with respect to x1: We can get the effect of x1 on y at the means of x2 and x3 by plugging in the means. To do this in Stata: // Get data webuse regress // Run the regression qui reg y c.x1##c. (x2 x3) // Get the sample means of x2 and x3 sum x2 if e (sample. To decide between fixed or random effects , one can run a Hausman's test where the null hypothesis is that the preferred model is random effects Vs. the alternative the fixed effects (Green, 2008. $\begingroup$ This can be helpful to choose between Random effect and fixed effect by testing hausman test panel data *Run Fixed effect xtlogit y x1 x2 ,fe estimates store fe *Run. Second, and somewhat more constructively, since you are in fixed - effects -land, you can demean your variables by hand to wipe out the fixed effects (the "within" transformation) and then estimate using -regress- or -sureg-. This gives you two options: (a) estimate using -regress- and then combine the results with -<b>suest</b>-; (b) estimate using -sureg-.